Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
Percent.price.extention.to.re.enter and PPOthreshold

BEST PARAMETERS
Percent.price.extention.to.re.enter = 10
PPOthreshold = -0.4
Profit account= 141 (per day adjusted to desire% DD )
Activity = 2.65 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for Percent.price.extention.to.re.enter = 10 and PPOthreshold = -0.4

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
33 4205.07 756.20 363.62 2 54 48 -1.2 10 -0.4 EURGBP 1.212067 825.037127 247511.1380 34693.3887 45.8785886 0.0714097 No
123 35476.85 846.88 5659.02 5 246 189 -18.9 10 -0.4 GBPJPY 18.863400 53.012712 15903.8137 18807.2405 22.2076805 0.2904780 No
63 31567.42 697.23 7423.14 5 200 146 -24.7 10 -0.4 EURJPY 24.743800 40.414164 12124.2493 12757.7090 18.2977052 0.2868494 No
183 72173.12 859.00 17075.73 6 305 242 -56.9 10 -0.4 NZDUSD 56.919100 17.568795 5270.6385 12679.9475 14.7612893 0.3550640 No
3 45498.02 873.11 11861.82 5 291 233 -39.5 10 -0.4 AUDUSD 39.539400 25.291228 7587.3685 11507.0082 13.1793339 0.3332913 No
93 37138.80 826.11 14419.79 6 129 95 -48.1 10 -0.4 EURUSD 48.065967 20.804741 6241.4224 7726.6312 9.3530296 0.1561535 No
303 231364.19 869.54 127906.60 8 450 328 -426.4 10 -0.4 XAUUSD 426.355333 2.345461 703.6384 5426.5579 6.2407226 0.5175150 Yes
273 63217.29 829.13 39240.84 7 201 147 -130.8 10 -0.4 USDJPY 130.802800 7.645096 2293.5289 4833.0227 5.8290288 0.2424228 No
153 44985.03 848.08 47674.34 7 195 147 -158.9 10 -0.4 GBPUSD 158.914467 6.292693 1887.8080 2830.7700 3.3378572 0.2299311 No
243 34029.89 847.32 74951.73 6 131 90 -249.8 10 -0.4 USDCHF 249.839100 4.002576 1200.7728 1362.0722 1.6075063 0.1546051 No
213 16896.75 852.34 286823.75 8 112 91 -956.1 10 -0.4 USDCAD 956.079167 1.045939 313.7815 176.7296 0.2073464 0.1314030 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 12
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.4
21 PPO.Entry.Timeframe 5 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 4
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 25
27 BB.Exit.number.of.SDs 1